How to Make It
In a large resealable plastic bag, combine all of the ingredients except the fish and mix well. Add the swordfish and turn to evenly coat. Seal and refrigerate for 1 hour.
In a small saucepan, simmer the rosé over moderate heat until reduced to 2 tablespoons, about 10 minutes. Transfer to a medium bowl and let cool to room temperature. Whisk in the shallot, vinegar, lemon zest, lemon juice, garlic and mayonnaise until smooth.
In a medium bowl, combine all of the ingredients except the fennel fronds and season with salt and pepper. Add 1/3 cup of the rosé mayonnaise and toss to evenly coat the vegetables.
Heat a large cast-iron grill pan and brush with oil. Remove the swordfish from the marinade and season with salt and pepper. Grill over moderately high heat, turning once, until golden and cooked through, 3 to 4 minutes per side. Serve the swordfish with the relish and remaining rosé mayo. Top the fish with fennel fronds.